+597.0%
SE vs MRSH
+146.2%
+450.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +3.1% |
| 7D | +0.6% | -3.8% | +4.4% | +3.4% |
| 30D | -0.1% | -5.8% | +5.7% | +4.2% |
| 3M | +34.1% | +11.7% | +22.4% | +22.6% |
| 6M | +23.2% | -0.3% | +23.5% | +21.5% |
| YTD | -11.2% | -1.1% | -10.0% | -12.5% |
| 1Y | -40.5% | -9.5% | -31.1% | -37.8% |
| 3Y | +196.3% | -2.6% | +198.9% | +183.8% |
| 5Y | -67.0% | +22.7% | -89.8% | -73.5% |
| All | +597.0% | +146.2% | +450.7% | +237.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling